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An estimation of distribution algorithm with clustering for scenario-based robust financial optimization
One important problem in financial optimization is to search for robust investment plans that can maximize return while minimizing risk. The market environment, namely the scenario of the problem in optimization, always affects the return and risk of an investment plan. Those financial optimization...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8897619/ https://www.ncbi.nlm.nih.gov/pubmed/35284209 http://dx.doi.org/10.1007/s40747-021-00640-2 |